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Applied economics
European journal of operational research : EJOR
1,508
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1,032
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876
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ECONIS (ZBW)
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1
A new class of discrete-time stochastic
volatility
model with correlated errors
Mukhoti, Sujay
;
Ranjan, Pritam
- In:
Applied economics
51
(
2019
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
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2
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
What explains long memory in futures price
volatility
?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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5
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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6
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia
;
Stübinger, Johannes
- In:
Applied economics
51
(
2019
)
29
,
pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
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7
A new factor to explain implied
volatility
smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
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8
Directly pricing VIX futures : the role of dynamic
volatility
and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
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9
Gauging the performance of the linear-quadratic inventory model
Bivin, David G.
- In:
Applied economics
37
(
2005
)
11
,
pp. 1215-1231
Persistent link: https://www.econbiz.de/10002993162
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10
Coastal shuttle tanker inventory routing model with a discrete loaded quantity
Xin, Xu
;
Xiaoli, Wang
;
Chen, Zigen
;
Chen, Kang
- In:
Applied economics
53
(
2021
)
53
,
pp. 6120-6137
Persistent link: https://www.econbiz.de/10012650387
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